Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[48]) |
47 | 9.886 | - | - | - | - | - | - | - |
48 | 10.216 | - | - | - | - | - | - | - |
49 | 10.943 | 10.1696 | 9.2675 | 11.0717 | 0.0464 | 0.4598 | 0.4598 | 0.4598 |
50 | 9.867 | 10.0824 | 9.1452 | 11.0196 | 0.3262 | 0.0359 | 0.0359 | 0.39 |
51 | 10.203 | 10.1754 | 9.0798 | 11.2711 | 0.4803 | 0.7095 | 0.7095 | 0.4711 |
52 | 10.837 | 10.1201 | 8.9102 | 11.33 | 0.1227 | 0.4466 | 0.4466 | 0.4383 |
53 | 10.573 | 10.1382 | 8.8456 | 11.4308 | 0.2549 | 0.1447 | 0.1447 | 0.453 |
54 | 10.647 | 10.1409 | 8.7448 | 11.537 | 0.2387 | 0.2721 | 0.2721 | 0.458 |
55 | 11.502 | 10.1321 | 8.6553 | 11.609 | 0.0345 | 0.2472 | 0.2472 | 0.4557 |
56 | 10.656 | 10.1392 | 8.5806 | 11.6979 | 0.2579 | 0.0433 | 0.0433 | 0.4615 |
57 | 10.866 | 10.1358 | 8.4992 | 11.7724 | 0.1909 | 0.2666 | 0.2666 | 0.4617 |
58 | 10.835 | 10.1364 | 8.4274 | 11.8455 | 0.2115 | 0.2014 | 0.2014 | 0.4637 |
59 | 9.945 | 10.137 | 8.3568 | 11.9173 | 0.4163 | 0.2211 | 0.2211 | 0.4654 |
60 | 10.331 | 10.1363 | 8.2884 | 11.9841 | 0.4182 | 0.5804 | 0.5804 | 0.4663 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0453 | 0.0761 | 0 | 0.5982 | 0 | 0 |
50 | 0.0474 | -0.0214 | 0.0487 | 0.0464 | 0.3223 | 0.5677 |
51 | 0.0549 | 0.0027 | 0.0334 | 8e-04 | 0.2151 | 0.4638 |
52 | 0.061 | 0.0708 | 0.0427 | 0.5139 | 0.2898 | 0.5384 |
53 | 0.0651 | 0.0429 | 0.0428 | 0.1891 | 0.2697 | 0.5193 |
54 | 0.0702 | 0.0499 | 0.044 | 0.2561 | 0.2674 | 0.5171 |
55 | 0.0744 | 0.1352 | 0.057 | 1.8766 | 0.4973 | 0.7052 |
56 | 0.0784 | 0.051 | 0.0562 | 0.2671 | 0.4685 | 0.6845 |
57 | 0.0824 | 0.072 | 0.058 | 0.5332 | 0.4757 | 0.6897 |
58 | 0.086 | 0.0689 | 0.0591 | 0.488 | 0.4769 | 0.6906 |
59 | 0.0896 | -0.0189 | 0.0554 | 0.0369 | 0.4369 | 0.661 |
60 | 0.093 | 0.0192 | 0.0524 | 0.0379 | 0.4037 | 0.6354 |